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https://doi.org/10.1007/978-3-319-07938-7 large jump, etc. The first part of the present chapter continues the discussion of this basic Poisson process by presenting several characterizations of it, including the result that its point locations (i.e., occurrence times) on a finite time interval are equal in distribution to order-statistics from a uniform distribution on the interval.
Energy-Efficient High-Speed SAR ADCs in CMOSr instance, birth-death and Brownian motion processes are continuous-time analogues of discrete-time random walks. One’s choice of a continuous- or discrete-time model for a system typically depends on how realistic it is, its ease in addressing the issues at hand, or in computing quantities of interest.
Fahad Saeed,Muhammad Haseeb,Sumesh Kumar
ally distributed. These are the defining properties of Brownian motion. This diffusion phenomenon, commonly encountered in other contexts as well, gave rise to the theory of Brownian motion and more general diffusion processes.
Poisson Processes, large jump, etc. The first part of the present chapter continues the discussion of this basic Poisson process by presenting several characterizations of it, including the result that its point locations (i.e., occurrence times) on a finite time interval are equal in distribution to order-statistics from a uniform distribution on the interval.
Continuous-Time Markov Chains,r instance, birth-death and Brownian motion processes are continuous-time analogues of discrete-time random walks. One’s choice of a continuous- or discrete-time model for a system typically depends on how realistic it is, its ease in addressing the issues at hand, or in computing quantities of interest.
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Book 2009 include stochastic networks, spatial and space-time Poisson processes, queueing, reversible processes, simulation, Brownian approximations, and varied Markovian models...The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes,
1431-7028 ulation, Brownian approximations, and varied Markovian models...The technical level of the volume is between that of introductory texts that focus on highlights of applied stochastic processes,978-3-642-43043-5978-3-540-89332-5Series ISSN 1431-7028